Sample records for PROGNOSE (forecasting)
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1

Weather radar and flood forecasting

!102092664!Symposium Weather Radar and Flood Forecasting < 1985, Lancaster>; British Hydrological Society
1987-01-01

German National Library of Science and Technology (GetInfo) (German)

5

Time series forecasting by evolving artificial neural networks using “Shuffle”, cross-validation and ensembles

Peralta, Juan; Gutiérrez, Germán; Sanchis, Araceli

Accurate time series forecasting are important for several business, research, and application of engineering systems. Evolutionary Neural Networks are particularly appealing because of their ability to design, in an automatic way, a model (an Artificial Neural Network) for an unspecified nonlinear ...

DRIVER (German)

6

Time series forecasting by evolving artificial neural networks using genetic algorithms and differential evolution

Peralta, Juan; Li, Xiaodong; Gutiérrez, Germán; Sanchis, Araceli

Accurate time series forecasting are important for displaying the manner in which the past continues to affect the future and for planning our day to-day activities. In recent years, a large literature has evolved on the use of evolving artificial neural networks (EANNs) in many forecasting applicat...

DRIVER (German)

7

Time series forecasting by evolving artificial neural networks using genetic algorithms and differential evolution

Peralta, Juan; Li, Xiaodong; Gutiérrez, Germán; Sanchis, Araceli

Accurate time series forecasting are important for displaying the manner in which the past continues to affect the future and for planning our day to-day activities. In recent years, a large literature has evolved on the use of evolving artificial neural networks (EANNs) in many forecasting applicat...

DRIVER (German)

11

The Forecasting Performance of German Stock Option Densities

Keller, Joachim; Glatzer, Ernst; Craig, Ben R.; Scheicher, Martin

In this paper we will be estimating risk-neutral densities (RND) for the largest euro area stock market (the index of which is the German DAX), reporting their statistical properties, and evaluating their forecasting performance. We have applied an innovative test procedure to a new, rich, and accur...

DRIVER (German)

23

Stochastic population forecast for Germany and its consequence for the German pension system

Härdle, Wolfgang; Mysickova, Alena

Population forecasts are crucial for many social, political and economic decisions. Official population projections rely in general on deterministic models which use different scenarios for future vital rates to indicate uncertainty. However, this technique shows substantial weak points such as assu...

DRIVER (German)

24

Stochastic Population Forecast for Germany and its Consequence for the German Pension System

Härdle, Wolfgang; Mysickova, Alena

Population forecasts are crucial for many social, political and economic decisions. Official population projections rely in general on deterministic models which use different scenarios for future vital rates to indicate uncertainty. However, this technique shows substantial weak points such as assu...

DRIVER (German)

26

Stability issues in German money multiplier forecasts

Polster, Rainer; Gottschling, Andreas

This paper investigates the stability of the German money supply focusing on the period 1991 - 1998. It is shown that the standard ARIMA-Transfer model approach in the literature needs to be augmented by a cointegration term to adequately model the dynamics of money supply in Germany. Additional ana...

DRIVER (German)

28

Some Aspects of Gas Turbine Fuel Preparation and Turbomachinery Response to LCV Fuels

Eriksson, Pontus

This thesis gives some background information on environmental issues as the scientific community at large currently sees it. It tries to relate the plethora of current combustion technologies which may be used in gas turbines to those issues. Some basic principles on combustion design are given. Di...

DRIVER (German)

30

Shuffle design to improve time series forecasting accuracy

Peralta, Juan; Gutiérrez, Germán; Sanchis, Araceli

In this work new improvements from a previous approach of an Automatic Design of Artificial Neural Networks applied to forecast time series is tackled. The automatic process to design Artificial Neural Networks is carried out by a Genetic Algorithm. These improvements, in order to get an accurate fo...

DRIVER (German)

34

Real-time price discovery in Stock, bond and foreign exchange markets

Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Vega, Clara

We characterize the response of U.S., German and British stock, bond and foreign exchange markets to real-time U.S. macroeconomic news. Our analysis is based on a unique data set of high-frequency futures returns for each of the markets. We find that news surprises produce conditional mean jumps; he...

DRIVER (German)

42

Present status of wave forecasting at ECMWF

Janssen, P. A. E. M.; European Centre for Medium-Range Weather Forecasts
2002-01-01

German National Library of Science and Technology (GetInfo) (German)

43

Preliminary verification results of the DWD limited area model LME and evaluation of its storm forecasting skill over the area of Cyprus

Orphanou, A.; Michaelides, S.; Savvidou, K.; Constantinides, P.; Schulz, J.-P.; Voigt, U.

A preliminary verification and evaluation is made of the forecast fields of the non-hydrostatic limited area model LME of the German Weather Service (DWD), for a recent three month period. For this purpose, observations from two synoptic stations in Cyprus are utilized. In addition, days with depres...

DRIVER (German)

44

Pooling versus model selection for nowcasting with many predictors: an application to German GDP

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, Christian

This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with large, unbalanced datasets. Empirically, unbalanced data is pervasive in economics and typically due to di¤erent sampling frequencies and publication delays. Two model classes suite...

DRIVER (German)

45

Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP

KUZIN, Vladimir; MARCELLINO, Massimiliano; SCHUMACHER, Christian

This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with large, unbalanced datasets. Empirically, unbalanced data is pervasive in economics and typically due to different sampling frequencies and publication delays. Two model classes suit...

DRIVER (German)

47

On the impact of weather on German hourly power prices

Kosater, Peter

The liberalization of electricity markets has triggered research in econometric modelling and forecasting of electricity spot prices. Moreover, both the demand and the supply of electricity are subject to weather conditions. Therefore, we examine the relation between hourly electricity spot prices f...

DRIVER (German)

48

On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence

Kholodilin, Konstantin Arkadievich; Siliverstovs, Boriss

In this paper we perform a comparative study of the forecasting properties of the alternative leading indicators for Germany using the growth rates of German real GDP. We use the post-unification data which cover years from 1991 through 2004. We detect a structural break in the growth rates that occ...

DRIVER (German)

51

New Neural Network Methods for Forecasting Regional Employment: An Analysis of German Labour Markets

Patuelli, Roberto; Reggiani, Aura; Nijkamp, Peter; Blien, Uwe

In this paper, a set of neural network (NN) models is developed to compute short-term forecasts of regional employment patterns in Germany. NNs are modern statistical tools based on learning algorithms that are able to process large amounts of data. NNs are enjoying increasing interest in several fi...

DRIVER (German)

60

Intercomparison of simulations using 5 WRF microphysical schemes with dual-Polarization data for a German squall line

Gallus Jr., W. A.; Pfeifer, M.

Simulations of a squall line system which occurred on 12 August 2004 near Munich, Germany are performed using a fine grid version of the Weather Research and Forecasting (WRF) model with five different microphysical schemes. Synthetic dual polarization observations are created from the model output ...

DRIVER (German)

64

ISF 95

International Institute of Forecasters
1995-01-01

German National Library of Science and Technology (GetInfo) (German)

66

Hydrological research in China : process studies, modelling approaches and applications

International Symposium on Flood Forecasting and Water Resources Assesssment < 2006, Beijing>
2008-01-01

German National Library of Science and Technology (GetInfo) (German)

71

Growth and Inflation Forecasts for Germany : An Assessment of Accuracy and Dispersion

Fritsche, Ulrich; Döpke, Jörg

Based on a panel of German professional forecasts for 1970 to 2003 we find that growth and inflation forecasts are unbiased and weakly, but not strongly efficient. Besides the effect of diverging forecasting dates, no other substantial differences in forecasting quality are found among forecasters. ...

DRIVER (German)

72

Google searches as a means of improving the nowcasts of key macroeconomic variables

Kholodilin, Konstantin A.; Podstawski, Maximilian; Siliverstovs, Boriss; Bürgi, Constantin

The Google Insights data are a collection of recorded Internet searches for a huge number of the keywords, which are available since January 2004. These searches represent a kind of revealed perceptions of Internet users, which are a (possibly not entirely representative) sample of the general publi...

DRIVER (German)

73

Google econometrics and unemployment forecasting

Askitas, Nikolaos; Zimmermann, Klaus F.

The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword searches ...

DRIVER (German)

74

Google econometrics and unemployment forecasting

Askitas, Nikolaos; Zimmermann, Klaus F.

The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword searches ...

DRIVER (German)

77

Forecasting the fragility of the banking and insurance sector

Bernoth, Kerstin; Pick, Andreas

This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of performance indicators, namely distance-to- default, taking unobserved common factors into account. We show that common factors are important in the performance of banks and insurances...

DRIVER (German)

78

Forecasting the Turns of German Business Cycle: Dynamic Bi-Factor Model with Markov Switching

Kholodilin, Konstantin A.

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the German business cycle. It estimates simultaneously the composite leading indicator (CLI) and composite coincident indicator (CCI) together with corresponding probabilities of being ...

DRIVER (German)

81

Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data

Mittnik, Stefan; Zadrozny, Peter

The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which woul...

DRIVER (German)

84

Forecasting euro-area variables with German pre-EMU data

Brüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano

It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based on quarterly data for the period 1970Q1 - 2003Q4 for ten macroeconomic variables. ...

DRIVER (German)

85

Forecasting economic activity in Germany: how useful are sentiment indicators?

Schröder, Michael; Hüfner, Felix P.

We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic Sen...

DRIVER (German)

88

Forecasting airplane technologies

Anderson, Timothy R.; Lamb, Ann-Marie; Daim, Tugrul U.
2010-01-01

German National Library of Science and Technology (GetInfo) (German)

93

Forecasting German GDP using alternative factor models based on large datasets

Schumacher, Christian

This paper discusses the forecasting performance of alternative factor models based on a large panel of quarterly time series for the german economy. One model extracts factors by static principals components analysis, the other is based on dynamic principal components obtained using frequency domai...

DRIVER (German)

94

Forecasting Euro-Area Variables with German Pre-EMU Data

Brüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano

It is investigated whether euro area variables can be forecast better based on synthetic time series for the pre-euro period or by using just data from Germany for the pre-euro period. Our forecast comparison is based on quarterly data for the period 1970Q1-2003Q4 for 10 macroeconomic variables. The...

DRIVER (German)

95

Forecasting Euro-Area Variables with German Pre-EMU Data

BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut; MARCELLINO, Massimiliano

DRIVER (German)

96

Forecasting Euro-Area Variables with German Pre-EMU Data

Brüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano

It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based on quarterly data for the period 1970Q1 - 2003Q4 for ten macroeconomic variables. ...

DRIVER (German)

98

Forecasting Economic Activity in Germany – How Useful are Sentiment Indicators?

Hüfner, Felix P.; Schröder, Michael

We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic Sen...

DRIVER (German)

99

Feasibility test Bond return forecasting in the German financial market

Xu, Chen

Understanding the composition of the bond return is always a popular topic in the financial markets. There are various factors that influence the bond returns. Therefore, a precise prediction of the bond returns is still under discussion. This paper is enlightened by the papers of Ilmanen (1995, 199...

DRIVER (German)

100

Fault detection in discrete event based distributed systems by forecasting message sequences with neural networks

Langer, F.; Eilers, D.; Knorr, R.

In reliable systems fault detection is essential for ensuring the correct behavior. Todays automotive electronical systems consists of 30 to 80 electronic control units which provide up to 2.500 atomic functions. Because of the growing dependencies between the different functionality, very complex i...

DRIVER (German)

101

Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP

Marcellino, Massimiliano; Schumacher, Christian

This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness often emerges at the end of multivariate samples, which is sometimes referred t...

DRIVER (German)

103

Factor forecasting using international targeted predictors: the case of German GDP

Schumacher, Christian

This paper considers factor forecasting with national versus factor forecasting withinternational data. We forecast German GDP based on a large set of about 500 time series, consisting of German data as well as data from Euro-area and G7 countries. For factor estimation, we consider standard princip...

DRIVER (German)

110

Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?

Dreger, Christian; Schumacher, Christian

This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate and ...

DRIVER (German)

113

Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder

Kholodilin, Konstantin Arkadievich; Siliverstovs, Boriss; Kooths, Stefan

In this paper we forecast the annual growth rates of the real GDP for each of the 16 German Länder (States) simultaneously. To the best of our knowledge, this is the first attempt in the literature that addresses this question for all German Länder as most of the studies try to forecast the German G...

DRIVER (German)

114

Does accounting for spatial effects help forecasting the growth of Chinese provinces?

Girardin, Eric; Kholodilin, Konstantin A.

In this paper, we make multi-step forecasts of the annual growth rates of the real GRP for each of the 31 Chinese provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly account for spatial dependence between the GRP growth rates. In addition, the possibilit...

DRIVER (German)

115

Do probit models help in forecasting turning points in German business cycles?

Fritsche, Ulrich

In this paper we used a data set constructed for a companion paper (Fritsche/Stephan, 2000) where we explored the leading indicator properties of different time series for the German business cycle. Now we test for the ability of different indicator series to forecast recessions by using a probit ap...

DRIVER (German)

118

Design of artificial neural networks based on genetic algorithms to forecast time series

Peralta, Juan; Gutiérrez, Germán; Sanchis, Araceli

In this work an initial approach to design Artificial Neural Networks to forecast time series is tackle, and the automatic process to design is carried out by a Genetic Algorithm. A key issue for these kinds of approaches is what information is included in the chromosome that represents an Artificia...

DRIVER (German)

119

Design of artificial neural networks based on genetic algorithms to forecast time series

Peralta, Juan; Gutiérrez, Germán; Sanchis, Araceli

In this work an initial approach to design Artificial Neural Networks to forecast time series is tackle, and the automatic process to design is carried out by a Genetic Algorithm. A key issue for these kinds of approaches is what information is included in the chromosome that represents an Artificia...

DRIVER (German)

120

Delta-neutral volatility trading with intra-day prices: an application to options on the DAX

Schmitt, Christian; Kaehler, Jürgen

This paper evaluates the profitability of applying four different volatility forecasting models to the trading of straddles on the German stock market index DAX. Special care has been taken to use simultaneous intra-day prices and realistic transaction costs. Furthermore, straddle positions were eva...

DRIVER (German)

125

Correcting surface winds by assimilating High-Frequency Radar surface currents in the German Bight

Barth, Alexander; Alvera, Aida; Beckers, Jean-Marie; Staneva, Joanna; Emil V., Stanev; Johannes, Schulz-Stellenfleth

Surface winds are crucial for accurately modeling the surface circulation in the coastal ocean. In the present work, high-frequency (HF) radar surface currents are assimilated using an ensemble scheme which aims to obtain improved surface winds taking into account ECMWF (European Centre for Medium-R...

DRIVER (German)

130

Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices

Kosater, Peter; Mosler, Karl

Nonlinear autoregressive Markov regime-switching models are intuitive and frequently proposed time series approaches for the modelling of electricity spot prices. In this paper such models are compared to an ordinary linear autoregressive model with regard to their forecast performance. The study is...

DRIVER (German)

133

Assessing the real-time informational content of macroeconomic data releases for now-/forecasting GDP: Evidence for Switzerland

Siliverstovs, Boriss; Kholodilin, Konstantin A.

This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/forecasts of GDP quarter-on-quarter growth rates in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model offe...

DRIVER (German)

135

Annals of econometrics: forecasting and empirical methods in finance and macroeconomics

Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance < 1999, Cambridge, Mass.>; National Bureau of Economic Research < Cambridge, Mass.>; National Science Foundation
2001-01-01

German National Library of Science and Technology (GetInfo) (German)

139

Accuracy and properties of German business cycle forecasts

Osterloh, Steffen

In this paper the accuracy of a wide range of German business cycle forecasters is assessed for the past 10 years. For this purpose, a data set is used comprising forecasts published on a monthly basis by Consensus Economics. The application of several descriptive as well as statistical measures rev...

DRIVER (German)

140

Accuracy and Properties of German Business Cycle Forecasts

Osterloh, Steffen

In this paper the accuracy of a wide range of German business cycle forecasters is assessed for the past 10 years. For this purpose, a data set is used comprising forecasts published on a monthly basis by Consensus Economics. The application of several descriptive as well as statistical measures rev...

DRIVER (German)

144

ADANN: Automatic Design of Artificial Neural Networks

Peralta, Juan; Gutiérrez, Germán; Sanchis, Araceli

In this work an improvement of an initial approach to design Artificial Neural Networks to forecast Time Series is tackled, and the automatic process to design Artificial Neural Networks is carried out by a Genetic Algorithm. A key issue for these kinds of approaches is what information is included ...

DRIVER (German)

151

12th Conference on Weather Analysis and Forecasting, October 2 - 6, 1989, Monterey, California ; [preprints]

Conference on Weather Analysis and Forecasting < 12, 1989, Monterey, Calif.>; American Meteorological Society
1989-01-01

German National Library of Science and Technology (GetInfo) (German)